-34.3%
TLT vs KGC
+286.2%
-320.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.2% |
| 7D | +0.1% | +10.5% | -10.4% | -0.4% |
| 30D | +6.2% | -4.1% | +10.2% | +6.3% |
| 3M | +0.1% | -13.1% | +13.1% | +0.5% |
| 6M | -3.0% | -27.5% | +24.6% | -1.8% |
| YTD | -2.7% | -20.7% | +18.0% | -2.3% |
| 1Y | -4.8% | -6.1% | +1.2% | -5.3% |
| 3Y | +6.9% | +318.6% | -311.7% | -4.3% |
| All | -34.3% | +286.2% | -320.5% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling